On the convergence of policy iteration for controlled diffusions (Q1133515)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the convergence of policy iteration for controlled diffusions |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence of policy iteration for controlled diffusions |
scientific article |
Statements
On the convergence of policy iteration for controlled diffusions (English)
0 references
1981
0 references
stochastic control theory
0 references
diffusion processes
0 references
policy iteration
0 references
Newton's method
0 references
convergence rates
0 references
